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doc: Update optimset docstring with details of FunValCheck option. * optimset.m: Update optimset docstring with details of FunValCheck option.
author Rik <octave@nomad.inbox5.com>
date Sat, 18 Feb 2012 12:54:41 -0800
parents b76f0740940e
children f8bb15f6a19b
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72c96de7a403 maint: update copyright notices for 2012
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1 ## Copyright (C) 2007-2012 John W. Eaton
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2 ## Copyright (C) 2009 VZLU Prague
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} optimset ()
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22 ## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{})
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23 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{})
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24 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{new})
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25 ## Create options struct for optimization functions.
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26 ##
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27 ## Valid parameters are:
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28 ##
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29 ## @itemize @bullet
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30 ## @item AutoScaling
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31 ##
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32 ## @item ComplexEqn
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33 ##
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34 ## @item FinDiffType
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35 ##
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36 ## @item FunValCheck
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37 ## When enabled, display an error if the objective function returns an invalid
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38 ## value (a complex value, NaN, or Inf). Must be set to "on" or "off"
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39 ## [default]. Note: the functions @code{fzero} and @code{fminbnd} correctly
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40 ## handle Inf values and only complex values or NaN will cause an error in this
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41 ## case.
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42 ##
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43 ## @item GradObj
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44 ## When set to "on", the function to be minimized must return a second argument
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45 ## which is the gradient, or first derivative, of the function at the point
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46 ## @var{x}. If set to "off" [default], the gradient is computed via finite
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47 ## differences.
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48 ##
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49 ## @item Jacobian
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50 ## When set to "on", the function to be minimized must return a second argument
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51 ## which is the Jacobian, or first derivative, of the function at the point
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52 ## @var{x}. If set to "off" [default], the Jacobian is computed via finite
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53 ## differences.
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54 ##
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55 ## @item MaxFunEvals
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56 ## Maximum number of function evaluations before optimization stops.
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57 ## Must be a positive integer.
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58 ##
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59 ## @item MaxIter
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60 ## Maximum number of algorithm iterations before optimization stops.
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61 ## Must be a positive integer.
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62 ##
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63 ## @item OutputFcn
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64 ## A user-defined function executed once per algorithm iteration.
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65 ##
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66 ## @item TolFun
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67 ## Termination criterion for the function output. If the difference in the
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68 ## calculated objective function between one algorithm iteration and the next
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69 ## is less than @code{TolFun} the optimization stops. Must be a positive
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70 ## scalar.
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71 ##
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72 ## @item TolX
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73 ## Termination criterion for the function input. If the difference in @var{x},
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74 ## the current search point, between one algorithm iteration and the next is
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75 ## less than @code{TolX} the optimization stops. Must be a positive scalar.
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76 ##
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77 ## @item TypicalX
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78 ##
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79 ## @item Updating
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80 ## @end itemize
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81 ## @end deftypefn
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82
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83 function retval = optimset (varargin)
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84
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85 nargs = nargin ();
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86
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87 ## Add more as needed.
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88 opts = __all_opts__ ();
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89
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90 if (nargs == 0)
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91 if (nargout == 0)
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92 ## Display possibilities.
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93 puts ("\nAll possible optimization options:\n\n");
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94 printf (" %s\n", opts{:});
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95 puts ("\n");
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96 else
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97 ## Return struct with all options initialized to []
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98 retval = cell2struct (repmat ({[]}, size (opts)), opts, 2);
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99 endif
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100 elseif (nargs == 1 && ischar (varargin{1}))
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101 ## Return defaults for named function.
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102 fcn = varargin{1};
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103 try
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104 retval = feval (fcn, "defaults");
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105 catch
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106 error ("optimset: no defaults for function `%s'", fcn);
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107 end_try_catch
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108 elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2}))
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109 ## Set slots in old from nonempties in new. Should we be checking
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110 ## to ensure that the field names are expected?
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111 old = varargin{1};
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112 new = varargin{2};
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113 fnames = fieldnames (old);
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114 ## skip validation if we're in the internal query
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115 validation = ! isempty (opts);
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116 lopts = tolower (opts);
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117 for [val, key] = new
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118 if (validation)
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119 ## Case insensitive lookup in all options.
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120 i = lookup (lopts, tolower (key));
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121 ## Validate option.
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122 if (i > 0 && strcmpi (opts{i}, key))
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123 ## Use correct case.
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124 key = opts{i};
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125 else
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126 warning ("unrecognized option: %s", key);
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127 endif
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128 endif
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129 old.(key) = val;
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130 endfor
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131 retval = old;
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132 elseif (rem (nargs, 2) && isstruct (varargin{1}))
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133 ## Set values in old from name/value pairs.
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134 pairs = reshape (varargin(2:end), 2, []);
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135 retval = optimset (varargin{1}, cell2struct (pairs(2, :), pairs(1, :), 2));
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136 elseif (rem (nargs, 2) == 0)
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137 ## Create struct. Default values are replaced by those specified by
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138 ## name/value pairs.
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134d357e1c03 optimization/optimset.m: Use cell2struct instead of struct to handle cell arrays as options
Olaf Till <olaf.till@uni-jena.de>
parents: 10793
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139 pairs = reshape (varargin, 2, []);
134d357e1c03 optimization/optimset.m: Use cell2struct instead of struct to handle cell arrays as options
Olaf Till <olaf.till@uni-jena.de>
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140 retval = optimset (struct (), cell2struct (pairs(2, :), pairs(1, :), 2));
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141 else
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142 print_usage ();
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143 endif
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144
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145 endfunction
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06f5dd901f30 implement registering of optimization options
Jaroslav Hajek <highegg@gmail.com>
parents: 8598
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146
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cc1fd6a58151 optimset.m: When called with 1 output argument, return a struct with all possible options initialized to [].
Rik <octave@nomad.inbox5.com>
parents: 11523
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147
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f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
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148 %!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
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149 %!assert (isfield (optimset ("tolFun", 1e-3), "TolFun"))
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cc1fd6a58151 optimset.m: When called with 1 output argument, return a struct with all possible options initialized to [].
Rik <octave@nomad.inbox5.com>
parents: 11523
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150
cc1fd6a58151 optimset.m: When called with 1 output argument, return a struct with all possible options initialized to [].
Rik <octave@nomad.inbox5.com>
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151 %!error (optimset ("%NOT_A_REAL_FUNCTION_NAME%"))
cc1fd6a58151 optimset.m: When called with 1 output argument, return a struct with all possible options initialized to [].
Rik <octave@nomad.inbox5.com>
parents: 11523
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152